-13.0%
USAR vs WST
+8.2%
-21.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.3% |
| 7D | -1.1% | +1.3% | -2.4% | -1.1% |
| 30D | -30.3% | +12.9% | -43.1% | -30.5% |
| 3M | -54.7% | +16.7% | -71.4% | -54.9% |
| 6M | -67.5% | +26.8% | -94.3% | -67.7% |
| YTD | -26.4% | +50.5% | -76.9% | -27.3% |
| 1Y | -49.5% | +52.9% | -102.4% | -50.2% |
| 3Y | -14.5% | +23.9% | -38.4% | -14.6% |
| All | -13.0% | +8.2% | -21.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling